Obviously the advantage of any kind of tournament is, that you know in advance, how much you can potentially lose, at least if its a shootout, which most SnGs are. In cash games this can be more difficult to manage, especially if you use the auto top-up function. But if you play a session of SnGs rather than just a single one, losses can also quickly pile up. So regardless of which format, you prefer, it can be a good idea to set a session stop-loss. For cash games that might be something like 300-500BB, and for SnGs maybe it could be 6-10 BIs. If you lose that much, you are done for the day, regardless how you feel about it.